+706.7%
ETN vs P
+718.8%
-12.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.4% | +2.9% |
| 7D | +3.5% | -1.3% | +4.9% | +3.9% |
| 30D | -7.5% | -11.9% | +4.3% | -4.8% |
| 3M | +8.3% | +41.6% | -33.3% | -1.5% |
| 6M | +20.2% | +58.1% | -37.9% | +5.3% |
| YTD | +34.7% | +46.5% | -11.8% | +19.3% |
| 1Y | +19.4% | +19.1% | +0.4% | +9.4% |
| 3Y | +85.5% | +150.6% | -65.1% | +35.0% |
| 5Y | +186.6% | +271.8% | -85.2% | +83.8% |
| All | +706.7% | +718.8% | -12.2% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling